+41.1%
NYT vs BBAI
-71.3%
+112.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.5% |
| 7D | -0.6% | -1.7% | +1.1% | -0.6% |
| 30D | +4.6% | -12.0% | +16.5% | +4.6% |
| 3M | -9.6% | -30.7% | +21.1% | -9.4% |
| 6M | -14.0% | -30.7% | +16.7% | -13.9% |
| YTD | -2.8% | -46.9% | +44.0% | -2.6% |
| 1Y | +15.6% | -41.1% | +56.7% | +15.6% |
| 3Y | +56.3% | +65.9% | -9.6% | +53.2% |
| 5Y | +39.5% | -70.9% | +110.4% | +44.9% |
| All | +41.1% | -71.3% | +112.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling